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Volumn 144, Issue 3-4, 2009, Pages 581-613

A probabilistic representation of constants in Kesten's renewal theorem

Author keywords

Coupling; Fluctuation theory of random walks; Renewal series

Indexed keywords


EID: 64749111240     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-008-0155-9     Document Type: Article
Times cited : (33)

References (12)
  • 1
    • 0002370188 scopus 로고
    • Explicit stationary distributions for compositions of random functions and products of random matrices
    • J.-F. Chamayou G. Letac 1991 Explicit stationary distributions for compositions of random functions and products of random matrices J. Theor. Probab. 4 3 36
    • (1991) J. Theor. Probab. , vol.4 , pp. 3-36
    • Chamayou, J.-F.1    Letac, G.2
  • 5
    • 64749116257 scopus 로고    scopus 로고
    • Limit laws for transient random walks in random environment on
    • Preprint
    • Enriquez, N., Sabot, C., Zindy, O.: Limit laws for transient random walks in random environment on . (Preprint) ArXiv math.PR/0703660 (2007)
    • (2007) ArXiv math.PR/0703660
    • Enriquez, N.1    Sabot, C.2    Zindy, O.3
  • 7
    • 0000732230 scopus 로고
    • Implicit renewal theory and tails of solutions of random equations
    • C.M. Goldie 1991 Implicit renewal theory and tails of solutions of random equations Ann. Appl. Probab. 1 126 166
    • (1991) Ann. Appl. Probab. , vol.1 , pp. 126-166
    • Goldie, C.M.1
  • 8
    • 0001506434 scopus 로고
    • Extreme values in the GI/G/1 queue
    • D.L. Iglehart 1972 Extreme values in the GI/G/1 queue Ann. Math. Stat. 43 627 635
    • (1972) Ann. Math. Stat. , vol.43 , pp. 627-635
    • Iglehart, D.L.1
  • 9
    • 2942672026 scopus 로고
    • Random difference equations and renewal theory for products of random matrices
    • H. Kesten 1973 Random difference equations and renewal theory for products of random matrices Act. Math. 131 207 248
    • (1973) Act. Math. , vol.131 , pp. 207-248
    • Kesten, H.1
  • 10
    • 0001607534 scopus 로고
    • A limit law for random walk in a random environment
    • H. Kesten M.V. Kozlov F. Spitzer 1975 A limit law for random walk in a random environment Composit. Math. 30 145 168
    • (1975) Composit. Math. , vol.30 , pp. 145-168
    • Kesten, H.1    Kozlov, M.V.2    Spitzer, F.3
  • 11
    • 49749089169 scopus 로고    scopus 로고
    • Note on a stochastic recursion. In: State of the art in probability and statistics (Leiden, 1999)
    • Beachwood, OH, 2001
    • Siegmund, D.: Note on a stochastic recursion. In: State of the art in probability and statistics (Leiden, 1999), pp. 547-554, IMS Lecture Notes Monogr. Ser., 36, Inst. Math. Stat., Beachwood, OH, 2001 (1999)
    • (1999) IMS Lecture Notes Monogr. Ser., 36, Inst. Math. Stat. , pp. 547-554
    • Siegmund, D.1
  • 12
    • 0032222167 scopus 로고    scopus 로고
    • A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
    • B. Yakir M. Pollak 1998 A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations Ann. Appl. Probab. 8 749 774
    • (1998) Ann. Appl. Probab. , vol.8 , pp. 749-774
    • Yakir, B.1    Pollak, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.